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Minha Lee

university of california santa barbara

4H-index
30Paper Count
63Citation Count
Published Papers 18
Publication Date
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Valuation of multi-step double-barrier options with time-varying rates and jumps: Semi-closed approach
errInternational Review of Financial Analysis
IF9.8
err2026-08-01
err0
PREAI
errLee, Hangsuck; Kong, Byungdoo; Lee, Minha; Ha, Hongjun
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Window quanto lookback options
errInternational Review of Financial Analysis
IF9.8
err2026-07-01
err0
PREAI
errLee, Hangsuck; Ha, Hongjun; Lee, Minha
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errSave
Macro-driven ultimate forward rates and long-term interest rates
errPacific-Basin Finance Journal
IF5.3
err2026-03-25
err0
PREAI
errHangsuck Lee; Minha Lee; Sunae Kim; Hongjun Ha
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A first-touch approach to American option valuation with piecewise linear boundaries
errFinance Research Letters
IF6.9
err2026-03-19
err0
PREAI
errHangsuck Lee; Byungdoo Kong; Minha Lee; Hongjun Ha
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Valuing American strangle options via double barrier first-touch digitals
errApplied Economics
IF2.1
err2026-01-01
err0
PREAI
errLee, Hangsuck; Lee, Minha; Kong, Byungdoo; Ha, Hongjun
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errSave
Double-barrier lookback options
errInternational Review of Financial Analysis
IF9.8
err2025-10-10
err0
PREAI
errHangsuck Lee; Minha Lee; Seongjoo Song
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errSave
Valuing American options using multi-step rebate options
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2024-09-01
err0
PREAI
errLee, Hangsuck; Ha, Hongjun; Lee, Gaeun; Lee, Minha
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errSave
Quanto fund protection using partial lookback participation
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2024-07-01
err1
PREAI
errLee, Hangsuck; Ha, Hongjun; Kim, Eunchae; Lee, Minha
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errSave
Valuing three-asset barrier options and autocallable products via exit probabilities of Brownian bridge
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2024-07-01
err0
PREAI
errLee, Hangsuck; Ha, Hongjun; Kong, Byungdoo; Lee, Minha
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errSave
A sharing rule for multi-period interest-sensitive insurance contracts
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2024-03-01
err0
PREAI
errLee, Hangsuck; Ha, Hongjun; Lee, Minha
errShare
errSave
The pricing and static hedging of multi-step double barrier options
errFINANCE RESEARCH LETTERS
IF6.9
err2023-07-01
err1
PREAI
errLee, Hangsuck; Ko, Bangwon; Lee, Minha
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errSave
Pricing multi-step double barrier options by the efficient non-crossing probability
errFINANCE RESEARCH LETTERS
IF6.9
err2023-06-01
err2
PREAI
errLee, Hangsuck; Ha, Hongjun; Kong, Byungdoo; Lee, Minha
errShare
errSave
Partial quanto lookback options
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2023-01-01
err4
PREAI
errLee, Hangsuck; Ha, Hongjun; Lee, Minha
errShare
errSave
Foreign equity lookback options with guarantees
errFINANCE RESEARCH LETTERS
IF6.9
err2022-08-01
err3
PREAI
errLee, Hangsuck; Ha, Hongjun; Lee, Minha
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errSave
A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2022-07-01
err3
PREAI
errLee, Hangsuck; Lee, Minha; Ko, Bangwon
errShare
errSave
Multi-step double barrier options
errFINANCE RESEARCH LETTERS
IF6.9
err2022-06-01
err4
PREAI
errLee, Hangsuck; Jeong, Himchan; Lee, Minha
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errSave
Optimal insurance under moral hazard in loss reduction
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2022-04-01
err4
PREAI
errLee, Hangsuck; Lee, Minha; Hong, Jimin
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errSave
Valuation of piecewise linear barrier options
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2021-11-01
err6
PREAI
errLee, Hangsuck; Ha, Hongjun; Lee, Minha
errShare
errSave

Research Directions

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Co-authors
Cooperation Journals
S
Sunae Kim
H-index: 14 · Papers: 76
H
Himchan Jeong
H-index: 8 · Papers: 51
S
Seongjoo Song
H-index: 8 · Papers: 64
J
Jimin Hong
H-index: 7 · Papers: 58
B
Bangwon Ko
H-index: 6 · Papers: 35
View more